+219.7%
CFG vs WWD
+460.9%
-241.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | +0.7% | +0.4% | +0.3% | +0.2% |
| 30D | +2.8% | -0.4% | +3.2% | +2.4% |
| 3M | -10.1% | -6.1% | -4.0% | -7.7% |
| 6M | +3.2% | -9.5% | +12.7% | +6.7% |
| YTD | +14.2% | +10.8% | +3.4% | +2.4% |
| 1Y | +27.4% | +23.5% | +3.9% | +5.7% |
| 3Y | +187.6% | +151.3% | +36.3% | +43.7% |
| 5Y | +65.7% | +187.8% | -122.1% | -27.4% |
| 10Y | +219.7% | +461.1% | -241.4% | -4.8% |
| All | +219.7% | +460.9% | -241.2% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling